Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.49% | 102.70 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'710 CHF | 516'210 CHF | 99.17% | 99.17% |
19.11.2024 | 0.49% | 102.70 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'452 CHF | 515'952 CHF | 99.17% | 99.17% |
18.11.2024 | 0.49% | 102.75 % | 103.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'609 CHF | 516'109 CHF | 99.19% | 99.19% |
15.11.2024 | 0.49% | 102.75 % | 103.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'826 CHF | 516'326 CHF | 99.17% | 99.17% |
14.11.2024 | 0.49% | 102.85 % | 103.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'150 CHF | 516'650 CHF | 99.15% | 99.15% |
13.11.2024 | 0.49% | 102.75 % | 103.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'933 CHF | 516'433 CHF | 99.17% | 99.17% |
12.11.2024 | 0.49% | 102.85 % | 103.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'203 CHF | 516'703 CHF | 99.17% | 99.17% |
11.11.2024 | 0.48% | 102.85 % | 103.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'228 CHF | 516'728 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 102.85 % | 103.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'170 CHF | 516'670 CHF | 99.17% | 99.17% |
07.11.2024 | 0.48% | 102.85 % | 103.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'271 CHF | 516'771 CHF | 99.08% | 99.08% |